English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

This paper considers the problem of determining the linear output feedback control which minimizes a quadratic performance index, for a linear, discrete — time stochastic system. Both the finite and infinite — time versions of this problem are solved. For the finite terminal time case, the two-point boundary value problem that specifies the optimal feedback gain matrices is derived, and an algorithm is proposed for solving it. For the infinite-time case, two coupled non linear matrix equations must be solved to realize the optimal control; an algorithm is also proposed for solving those equations. A numerical example is treated comparing this control policy to the optimal Kalman — type control policy.

Minimum variance control of discrete — time linear stochastic system, using instantaneous output feedback